+33.6%
TSLA vs ETN
+86.8%
-53.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.0% | -3.4% | -2.0% |
| 7D | +3.2% | +3.5% | -0.3% | +0.9% |
| 30D | +11.6% | -7.5% | +19.1% | +16.8% |
| 3M | -8.4% | +8.3% | -16.8% | -14.5% |
| 6M | -10.4% | +20.2% | -30.6% | -22.9% |
| YTD | -18.7% | +34.7% | -53.4% | -36.4% |
| 1Y | -0.9% | +19.4% | -20.4% | -15.4% |
| 3Y | +33.6% | +85.5% | -51.9% | -17.9% |
| All | +33.6% | +86.8% | -53.2% | -17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ETN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling